Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 500'000 | 500'000 | 304'287 | 304'287 | 294'090 CHF | 297'133 CHF | 99.66% | 99.66% |
15.05.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 500'000 | 500'000 | 304'330 | 304'330 | 282'440 CHF | 285'483 CHF | 99.68% | 99.68% |
14.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 304'329 | 304'329 | 276'312 CHF | 279'356 CHF | 99.68% | 99.68% |
13.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 304'327 | 304'327 | 267'076 CHF | 270'119 CHF | 99.67% | 99.67% |
10.05.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 500'000 | 500'000 | 303'281 | 303'281 | 262'323 CHF | 265'356 CHF | 98.61% | 98.61% |
08.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 500'000 | 500'000 | 304'326 | 304'326 | 253'597 CHF | 256'641 CHF | 99.68% | 99.68% |
07.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 500'000 | 500'000 | 304'434 | 304'434 | 257'589 CHF | 260'633 CHF | 99.48% | 99.48% |
06.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 304'540 | 304'540 | 250'655 CHF | 253'700 CHF | 99.28% | 99.28% |
03.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 500'000 | 500'000 | 304'439 | 304'439 | 259'749 CHF | 262'794 CHF | 99.25% | 99.25% |
02.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 500'000 | 500'000 | 304'225 | 304'225 | 193'637 CHF | 196'679 CHF | 99.63% | 99.63% |